Commodity futures prices : more evidence on forecast power, risk premia and the theory of storage
Chris Brooks; Marcel Prokopczuk; Yingying Wu
| Year of publication: |
2013
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|---|---|
| Authors: | Brooks, Chris ; Prokopczuk, Marcel ; Wu, Yingying |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 53.2013, 1, p. 73-85
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| Subject: | Rohstoffderivat | Commodity derivative | CAPM | Prognoseverfahren | Forecasting model | Risikoprämie | Risk premium | Rohstoffpreis | Commodity price | USA | United States | 1986-2011 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009721369